+124.3%
PM vs MTZ
+165.0%
-40.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +1.2% |
| 7D | -1.3% | +3.6% | -4.8% | -1.3% |
| 30D | -2.6% | -9.6% | +7.1% | -2.6% |
| 3M | +5.8% | -31.9% | +37.7% | +5.7% |
| 6M | +10.6% | -13.8% | +24.4% | +10.1% |
| YTD | +17.2% | +13.3% | +3.9% | +16.2% |
| 1Y | +17.6% | +39.3% | -21.6% | +15.8% |
| 3Y | +124.3% | +168.3% | -44.1% | +124.4% |
| All | +124.3% | +165.0% | -40.8% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling